Trading Metrics calculated at close of trading on 23-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
4,253.0 |
4,277.0 |
24.0 |
0.6% |
4,226.0 |
High |
4,289.0 |
4,280.0 |
-9.0 |
-0.2% |
4,256.0 |
Low |
4,248.0 |
4,246.0 |
-2.0 |
0.0% |
4,130.0 |
Close |
4,273.0 |
4,260.0 |
-13.0 |
-0.3% |
4,166.0 |
Range |
41.0 |
34.0 |
-7.0 |
-17.1% |
126.0 |
ATR |
52.3 |
51.0 |
-1.3 |
-2.5% |
0.0 |
Volume |
24,403 |
21,041 |
-3,362 |
-13.8% |
158,691 |
|
Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,364.0 |
4,346.0 |
4,278.7 |
|
R3 |
4,330.0 |
4,312.0 |
4,269.4 |
|
R2 |
4,296.0 |
4,296.0 |
4,266.2 |
|
R1 |
4,278.0 |
4,278.0 |
4,263.1 |
4,270.0 |
PP |
4,262.0 |
4,262.0 |
4,262.0 |
4,258.0 |
S1 |
4,244.0 |
4,244.0 |
4,256.9 |
4,236.0 |
S2 |
4,228.0 |
4,228.0 |
4,253.8 |
|
S3 |
4,194.0 |
4,210.0 |
4,250.7 |
|
S4 |
4,160.0 |
4,176.0 |
4,241.3 |
|
|
Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,562.0 |
4,490.0 |
4,235.3 |
|
R3 |
4,436.0 |
4,364.0 |
4,200.7 |
|
R2 |
4,310.0 |
4,310.0 |
4,189.1 |
|
R1 |
4,238.0 |
4,238.0 |
4,177.6 |
4,211.0 |
PP |
4,184.0 |
4,184.0 |
4,184.0 |
4,170.5 |
S1 |
4,112.0 |
4,112.0 |
4,154.5 |
4,085.0 |
S2 |
4,058.0 |
4,058.0 |
4,142.9 |
|
S3 |
3,932.0 |
3,986.0 |
4,131.4 |
|
S4 |
3,806.0 |
3,860.0 |
4,096.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,289.0 |
4,149.0 |
140.0 |
3.3% |
43.8 |
1.0% |
79% |
False |
False |
26,669 |
10 |
4,289.0 |
4,130.0 |
159.0 |
3.7% |
45.7 |
1.1% |
82% |
False |
False |
29,387 |
20 |
4,289.0 |
4,130.0 |
159.0 |
3.7% |
41.9 |
1.0% |
82% |
False |
False |
27,310 |
40 |
4,289.0 |
4,015.0 |
274.0 |
6.4% |
43.3 |
1.0% |
89% |
False |
False |
24,117 |
60 |
4,311.0 |
4,015.0 |
296.0 |
6.9% |
41.4 |
1.0% |
83% |
False |
False |
22,451 |
80 |
4,360.0 |
3,963.0 |
397.0 |
9.3% |
35.4 |
0.8% |
75% |
False |
False |
16,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,424.5 |
2.618 |
4,369.0 |
1.618 |
4,335.0 |
1.000 |
4,314.0 |
0.618 |
4,301.0 |
HIGH |
4,280.0 |
0.618 |
4,267.0 |
0.500 |
4,263.0 |
0.382 |
4,259.0 |
LOW |
4,246.0 |
0.618 |
4,225.0 |
1.000 |
4,212.0 |
1.618 |
4,191.0 |
2.618 |
4,157.0 |
4.250 |
4,101.5 |
|
|
Fisher Pivots for day following 23-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
4,263.0 |
4,259.2 |
PP |
4,262.0 |
4,258.3 |
S1 |
4,261.0 |
4,257.5 |
|